Just making certain; you started talking about your processor and that advisory has absolutely nothing to do with your processor. The vulnerability is in the firmware for the Intel Management Engine. The Intel Management Engine resides within the Peripheral Controller Hub (PCH) component of the chipset - which essentially makes this a board-level flaw.

What should you do? Well, the advisory tells you exactly what you need to do: "If the INTEL-SA-00086 Detection Tool reported your system as being vulnerable, please check with your system (or board) manufacturer for updated firmware." The update in blueis mine; it points out that, for those folks who built their own system, they need to get the update from their board's manufacturer.